A simple estimator for dynamic models with serially correlated unobservables
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Publication:1669828
DOI10.1515/jem-2015-0011zbMath1400.62168OpenAlexW2154222364MaRDI QIDQ1669828
Ruli Xiao, Yingyao Hu, Wei Tan, Matthew Shum
Publication date: 4 September 2018
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2015-017.pdf
Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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